+3,781.0%
SHOP vs VALE
+204.8%
+3,576.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.2% |
| 30D | -14.7% | -15.1% | +0.3% | -10.5% |
| 3M | -7.2% | -18.7% | +11.5% | -1.6% |
| 6M | +54.2% | -31.5% | +85.7% | +71.5% |
| YTD | -8.6% | -11.4% | +2.8% | -7.1% |
| 1Y | +0.5% | -1.9% | +2.4% | -1.1% |
| 3Y | +135.9% | +1.7% | +134.3% | +126.6% |
| 5Y | -11.9% | +35.4% | -47.3% | -24.1% |
| All | +3,781.0% | +204.8% | +3,576.2% | +2,688.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling